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Model Risk Management

Om Model Risk Management

"The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty"--

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  • Språk:
  • Okänt
  • ISBN:
  • 9781009367165
  • Format:
  • Inbunden
  • Sidor:
  • 345
  • Utgiven:
  • 25 Januari 2024
  • Mått:
  • 251x26x175 mm.
  • Vikt:
  • 756 g.
Leveranstid: Okänt - saknas för närvarande

Beskrivning av Model Risk Management

"The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty"--

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